+12,353.6%
WAT vs WAB
+7,302.6%
+5,050.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +0.7% | +3.1% | -2.4% | -0.1% |
| 30D | +9.0% | +6.4% | +2.5% | +7.1% |
| 3M | +13.5% | +2.2% | +11.3% | +12.7% |
| 6M | +35.3% | +13.7% | +21.6% | +30.3% |
| YTD | +24.0% | +43.0% | -19.0% | +12.3% |
| 1Y | +22.0% | +47.0% | -25.0% | +9.7% |
| 3Y | +84.0% | +174.4% | -90.4% | +40.5% |
| 5Y | +34.4% | +222.2% | -187.8% | -1.9% |
| 10Y | +231.4% | +276.9% | -45.5% | +120.3% |
| All | +12,353.6% | +7,302.6% | +5,050.9% | +5,248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling